+130.8%
SLB vs WST
-25.7%
+156.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | +15.8% | -3.1% | +19.0% | +16.1% |
| 3M | -0.3% | +7.2% | -7.6% | -1.2% |
| 6M | +21.3% | +36.8% | -15.5% | +17.4% |
| YTD | +52.3% | +23.8% | +28.5% | +48.5% |
| 1Y | +63.6% | +37.8% | +25.8% | +58.1% |
| 3Y | +3.8% | -15.9% | +19.7% | +1.4% |
| All | +130.8% | -25.7% | +156.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling